Generate a certificate

In WFS i need upload certificate file?

3. Upload your certificate file and enter your password.

On my experience I understand that step 3 (on your given link) actually mean that if you already created a key then you have to add that key after browsing my key store path. Here certificate means the previous created key.
If you didn’t create any key then you have to create a new key by clicking on the “create new key”.